def opt_vol(self, type, symbol, option, underlying, day, month, year, strike):
if type == "Equity":
vol = 1
elif option == "CALL":
call = Call(underlying, day, month, year, strike)
vol = float(call.implied_volatility())
elif option == "PUT":
put = Put(underlying, day, month, year, strike)
vol = float(put.implied_volatility())
else:
vol = 0
return vol
def opt_vol_r_T(self, type, symbol, option, underlying, day, month, year, strike):
if type == "Equity":
time = 1
rate = 1
vol = 1
elif option == "CALL":
call = Call(underlying, day, month, year, strike)
time = call.BandS.T
rate = float(call.BandS.r)
vol = float(call.implied_volatility())
elif option == "PUT":
put = Put(underlying, day, month, year, strike)
time = put.BandS.T
rate = float(put.BandS.r)
vol = float(put.implied_volatility())
else:
time = 0;
rate = 0;
vol = 0
return time, rate, vol